A General Framework for Bayesian Estimation Using the 'Tierney'-'Kadane' Approximation
Overview
Provides a distribution-independent framework for Bayesian estimation of arbitrary univariate probability models using the 'Tierney'-'Kadane' approximation ('Tierney' & 'Kadane', 1986 doi:10.1080/01621459.1986.10478240). Users specify the probability distribution, likelihood, prior distributions, and censoring mechanism, while the package automatically constructs the posterior distribution, computes posterior modes and Hessian matrices, approximates posterior expectations under several Bayesian loss functions, and returns Bayesian parameter estimates, posterior covariance matrices, credible intervals, diagnostic plots, and model comparison statistics. Supports complete, right-, left-, interval-, Type-I, Type-II, progressive Type-II, hybrid, and doubly censored data ('Lawless', 2003 <ISBN:978-0-471-37215-8>; 'Meeker' & 'Escobar', 1998 <ISBN:978-0-471-14328-4>; 'Balakrishnan' & 'Aggarwala', 2000 <ISBN:978-0-8176-4129-0>; 'Kundu' & 'Pradhan', 2009 doi:10.1198/TECH.2009.0019), making it a flexible tool for Bayesian reliability, survival, and lifetime data analysis.
Initial Release
Features
- Distribution-agnostic Bayesian estimation framework using Tierney-Kadane approximation
- Support for arbitrary univariate probability distributions (continuous or discrete)
- Multiple Bayesian loss functions:
- Squared Error Loss (SEL) - posterior mean
- LINEX Loss - asymmetric linear-exponential loss
- General Entropy Loss (GEL) - generalized entropy loss
- Precautionary Loss - conservative estimation
- Weighted Squared Error Loss - inverse-variance weighting
- Custom loss functions - user-defined
Censoring Support
Show all changes in 0.1.0Hide the rest of the changes in 0.1.0
- Complete (uncensored) data
- Right-censored data
- Left-censored data
- Interval-censored data
- Type-I censoring
- Type-II censoring
- Progressive Type-II censoring
- Hybrid censoring
- Doubly censored data
Prior Distributions
- Gamma prior
- Normal prior
- Beta prior
- Uniform prior
- Exponential prior
- Log-Normal prior
- Weibull prior
- Inverse Gamma prior
- User-defined priors (via custom functions)
- Independent priors for multiple parameters
Optimization
- Multiple backends: BFGS, L-BFGS-B, Nelder-Mead, nlminb, maxLik, trust
- Automatic fallback between optimization methods
- Convergence diagnostics and iteration tracking
- Support for parameter bounds
Numerical Differentiation
- Numerical gradients and Hessians via numDeriv
- Optional analytic derivative support with validation
Model Comparison
- AIC (Akaike Information Criterion)
- BIC (Bayesian Information Criterion)
- CAIC (Consistent AIC)
- HQIC (Hannan-Quinn Information Criterion)
- DIC (Deviance Information Criterion) approximation
- Expected log-posterior
- Negative log-likelihood
Visualization
- Posterior approximation plots (per parameter)
- Likelihood surface and profile likelihood plots
- Contour plots for two-parameter models
- Prior vs posterior comparison plots
- Convergence diagnostics
- Credible interval forest plots
- Residuals plots (Pearson and deviance)
Prior Sensitivity Analysis
- Systematic variation of prior hyperparameters
- Impact on estimates, bias, variance, and risk
- Sensitivity plots and tables
S3 Methods
summary()- comprehensive model summaryprint()- concise outputcoef()- extract Bayes estimatesvcov()- extract posterior covariance matrixlogLik()- extract log-likelihoodAIC()- compute AICBIC()- compute BICplot()- diagnostic plotspredict()- generate predictionsresiduals()- compute residuals
Testing
- Comprehensive testthat test suite
- Tests for all censoring schemes
- Tests for multiple prior families
- Tests for loss functions
- Tests for optimization scenarios
- GitHub Actions CI/CD for cross-platform checking
Documentation
- roxygen2 documentation for all exported functions
- Runnable examples in documentation
- Comprehensive vignettes (planned)
From NEWS.md in the release
Install
Health
- OK13 OKNow
- OK6 OK2026-08-08
Documentation
- Help pages
- 62
- Examples that run
- 100%25 run in a plain check
- Exported functions with examples
- 56%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Code & Tests
People & History
- 0.1.0Latest2026-08-07 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-07
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.0.0
- Download size
- 232 KB
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